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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Aguilar, Jean-Philippe"
~person:"Ševčovič, Daniel"
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Black-Scholes model
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Black-Scholes-Modell
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Option pricing theory
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Black-Scholes equation with nonlinear volatility
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Aguilar, Jean-Philippe
Ševčovič, Daniel
Takahashi, Akihiko
3
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2
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2
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Asia-Pacific financial markets
International journal of theoretical and applied finance
Journal of risk and financial management : JRFM
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
The journal of computational finance
1
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ECONIS (ZBW)
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Some pricing tools for the variance gamma model
Aguilar, Jean-Philippe
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271024
Saved in:
2
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
3
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
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